Have a look in the Event Viewer for any errors at the time you attempted to shut the computer down.
To open the Event Viewer go to Start > Control Panel > Administrative Tools > Event Viewer. Alternately, go to Start > Run and type in "eventvwr.msc" (without the quotes) and press Enter.
Check in all three categories (Application, Security, and System).
If you find an error that occurred at the time right-click on it and select properties. Copy the information in the window and post it back here. This will help us diagnose your problem.How To Use the Event Viewer